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401-3956-00L 4 Credits BSC , NDS , MSC D-GESS , D-ARCH , D-MATH , D-BAUG , D-MTEC , D-PHYS
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Economic Theory of Financial Markets

Lecturers & Examiners: Prof. Dr. Mario Valentin Wüthrich
VVZ CR n/a

Last Updated: 2026-02-05 15:19:16

Abstract

This lectures provides an introduction to the economic theory of financial markets.It aims to provide a grounding in fundamental financial concepts to insurance mathematiciansand actuaries.

Objective

This lecture aims to provide a grounding in fundamental financial concepts to insurance mathematicians and actuaries. To main focus is to give an actuarial education and training in portfolio theory, cashflow theory and deflator techniques.

Content

We treat the following topics: - Fundamental concepts in economics - Portfolio theory - Mean variance analysis, CAPM - Arbitrage pricing theory - Cashflow theory - Valuation principles - Stochastic discounting, deflator techniques - Interest rate modelling - Utility Theory

General Information

Language
English
Levels
BSC , NDS , MSC
Frequency
Every two years

Examination

Type
session examination
Mode
oral 20 minutes

Course Components

Type Title Time & Place Hours
lecture Economic Theory of Financial Markets
  • Tue 14:15-16:00 (HG E 1.2)
2 h weekly

Offered In